CME British Pound Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.5858 |
1.5815 |
-0.0043 |
-0.3% |
1.5696 |
| High |
1.5870 |
1.5828 |
-0.0042 |
-0.3% |
1.5912 |
| Low |
1.5800 |
1.5790 |
-0.0010 |
-0.1% |
1.5676 |
| Close |
1.5809 |
1.5797 |
-0.0012 |
-0.1% |
1.5809 |
| Range |
0.0070 |
0.0038 |
-0.0032 |
-45.7% |
0.0236 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
97,385 |
44,896 |
-52,489 |
-53.9% |
463,851 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5919 |
1.5896 |
1.5818 |
|
| R3 |
1.5881 |
1.5858 |
1.5807 |
|
| R2 |
1.5843 |
1.5843 |
1.5804 |
|
| R1 |
1.5820 |
1.5820 |
1.5800 |
1.5813 |
| PP |
1.5805 |
1.5805 |
1.5805 |
1.5801 |
| S1 |
1.5782 |
1.5782 |
1.5794 |
1.5775 |
| S2 |
1.5767 |
1.5767 |
1.5790 |
|
| S3 |
1.5729 |
1.5744 |
1.5787 |
|
| S4 |
1.5691 |
1.5706 |
1.5776 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6507 |
1.6394 |
1.5939 |
|
| R3 |
1.6271 |
1.6158 |
1.5874 |
|
| R2 |
1.6035 |
1.6035 |
1.5852 |
|
| R1 |
1.5922 |
1.5922 |
1.5831 |
1.5979 |
| PP |
1.5799 |
1.5799 |
1.5799 |
1.5827 |
| S1 |
1.5686 |
1.5686 |
1.5787 |
1.5743 |
| S2 |
1.5563 |
1.5563 |
1.5766 |
|
| S3 |
1.5327 |
1.5450 |
1.5744 |
|
| S4 |
1.5091 |
1.5214 |
1.5679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5912 |
1.5705 |
0.0207 |
1.3% |
0.0075 |
0.5% |
44% |
False |
False |
89,716 |
| 10 |
1.5912 |
1.5635 |
0.0277 |
1.8% |
0.0071 |
0.4% |
58% |
False |
False |
84,889 |
| 20 |
1.5912 |
1.5488 |
0.0424 |
2.7% |
0.0096 |
0.6% |
73% |
False |
False |
94,647 |
| 40 |
1.5912 |
1.5390 |
0.0522 |
3.3% |
0.0104 |
0.7% |
78% |
False |
False |
92,368 |
| 60 |
1.5912 |
1.5319 |
0.0593 |
3.8% |
0.0111 |
0.7% |
81% |
False |
False |
82,835 |
| 80 |
1.6180 |
1.5266 |
0.0914 |
5.8% |
0.0106 |
0.7% |
58% |
False |
False |
62,178 |
| 100 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0098 |
0.6% |
53% |
False |
False |
49,759 |
| 120 |
1.6276 |
1.5266 |
0.1010 |
6.4% |
0.0093 |
0.6% |
53% |
False |
False |
41,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5990 |
|
2.618 |
1.5927 |
|
1.618 |
1.5889 |
|
1.000 |
1.5866 |
|
0.618 |
1.5851 |
|
HIGH |
1.5828 |
|
0.618 |
1.5813 |
|
0.500 |
1.5809 |
|
0.382 |
1.5805 |
|
LOW |
1.5790 |
|
0.618 |
1.5767 |
|
1.000 |
1.5752 |
|
1.618 |
1.5729 |
|
2.618 |
1.5691 |
|
4.250 |
1.5629 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.5809 |
1.5851 |
| PP |
1.5805 |
1.5833 |
| S1 |
1.5801 |
1.5815 |
|